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~person:"Linton, Oliver"
~person:"Kumar, Dilip"
~subject:"Efficient market hypothesis"
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Search: subject_exact:"Time series analysis"
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Efficient market hypothesis
Time series analysis
73
Zeitreihenanalyse
73
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Estimation theory
36
Schätztheorie
36
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series estimator
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Linton, Oliver
Kumar, Dilip
Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
9
Krämer, Walter
5
Pesaran, M. Hashem
5
Tiwari, Aviral Kumar
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Yamagata, Takashi
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Whang, Yoon-jae
4
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Hughes Hallett, Andrew
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MacDonald, Ronald
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Vialar, Thierry
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Adekoya, Oluwasegun B.
2
Ahrens, Ralf
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Balparda, Borja
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Burgstaller, Johann
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Chen, Shujuan
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2
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2
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LeRoy, Stephen F.
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Lee, Ji Hyung
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Li, Youwei
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Cowles Foundation discussion paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric theory
1
Journal of econometrics
1
Research in international business and finance
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ECONIS (ZBW)
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1
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
2
Informational inefficiency of Bitcoin : a study based on high-frequency data
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
Research in international business and finance
47
(
2019
),
pp. 344-353
Persistent link: https://www.econbiz.de/10012135746
Saved in:
3
Are PIIGS stock markets efficient?
Kumar, Dilip
- In:
Studies in economics and finance
30
(
2013
)
3
,
pp. 209-225
Persistent link: https://www.econbiz.de/10009772963
Saved in:
4
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
5
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2003
Persistent link: https://www.econbiz.de/10001847102
Saved in:
6
The quantilogram : with an application to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
- In:
Journal of econometrics
141
(
2007
)
1
,
pp. 250-282
Persistent link: https://www.econbiz.de/10003571283
Saved in:
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